文章基本信息

标题：Conditional Processes Induced by Birth and Death Processes
本地全文：下载
作者：Masaru Iizuka ; Matsuyo Tomisaki
期刊名称：International Journal of Mathematics and Mathematical Sciences
印刷版ISSN：0161-1712
电子版ISSN：1687-0425
出版年度：2010
卷号：2010
DOI：10.1155/2010/784567
出版社：Hindawi Publishing Corporation
摘要：For birth and death processes with finite state space, we consider stochastic processes induced by conditioning on hitting the right boundary point before hitting the left boundary point. We call the induced stochastic processes the conditional processes. We show that the conditional processes are again birth and death processes when the right boundary point is absorbing. On the other hand, it is shown that the conditional processes do not have Markov property and they are not birth and death processes when the right boundary point is reflecting.